NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-May-2011 | 
                    20-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        100.57 | 
                        99.46 | 
                        -1.11 | 
                        -1.1% | 
                        99.86 | 
                     
                    
                        | High | 
                        101.57 | 
                        100.79 | 
                        -0.78 | 
                        -0.8% | 
                        101.72 | 
                     
                    
                        | Low | 
                        99.04 | 
                        96.75 | 
                        -2.29 | 
                        -2.3% | 
                        95.95 | 
                     
                    
                        | Close | 
                        99.32 | 
                        100.48 | 
                        1.16 | 
                        1.2% | 
                        100.48 | 
                     
                    
                        | Range | 
                        2.53 | 
                        4.04 | 
                        1.51 | 
                        59.7% | 
                        5.77 | 
                     
                    
                        | ATR | 
                        3.74 | 
                        3.76 | 
                        0.02 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        54,187 | 
                        44,031 | 
                        -10,156 | 
                        -18.7% | 
                        219,525 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.46 | 
                110.01 | 
                102.70 | 
                 | 
             
            
                | R3 | 
                107.42 | 
                105.97 | 
                101.59 | 
                 | 
             
            
                | R2 | 
                103.38 | 
                103.38 | 
                101.22 | 
                 | 
             
            
                | R1 | 
                101.93 | 
                101.93 | 
                100.85 | 
                102.66 | 
             
            
                | PP | 
                99.34 | 
                99.34 | 
                99.34 | 
                99.70 | 
             
            
                | S1 | 
                97.89 | 
                97.89 | 
                100.11 | 
                98.62 | 
             
            
                | S2 | 
                95.30 | 
                95.30 | 
                99.74 | 
                 | 
             
            
                | S3 | 
                91.26 | 
                93.85 | 
                99.37 | 
                 | 
             
            
                | S4 | 
                87.22 | 
                89.81 | 
                98.26 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.69 | 
                114.36 | 
                103.65 | 
                 | 
             
            
                | R3 | 
                110.92 | 
                108.59 | 
                102.07 | 
                 | 
             
            
                | R2 | 
                105.15 | 
                105.15 | 
                101.54 | 
                 | 
             
            
                | R1 | 
                102.82 | 
                102.82 | 
                101.01 | 
                103.99 | 
             
            
                | PP | 
                99.38 | 
                99.38 | 
                99.38 | 
                99.97 | 
             
            
                | S1 | 
                97.05 | 
                97.05 | 
                99.95 | 
                98.22 | 
             
            
                | S2 | 
                93.61 | 
                93.61 | 
                99.42 | 
                 | 
             
            
                | S3 | 
                87.84 | 
                91.28 | 
                98.89 | 
                 | 
             
            
                | S4 | 
                82.07 | 
                85.51 | 
                97.31 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                101.72 | 
                95.95 | 
                5.77 | 
                5.7% | 
                3.09 | 
                3.1% | 
                79% | 
                False | 
                False | 
                43,905 | 
                 
                
                | 10 | 
                105.52 | 
                95.95 | 
                9.57 | 
                9.5% | 
                4.11 | 
                4.1% | 
                47% | 
                False | 
                False | 
                52,456 | 
                 
                
                | 20 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.9% | 
                3.99 | 
                4.0% | 
                25% | 
                False | 
                False | 
                42,729 | 
                 
                
                | 40 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.9% | 
                3.15 | 
                3.1% | 
                25% | 
                False | 
                False | 
                32,614 | 
                 
                
                | 60 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.9% | 
                2.96 | 
                2.9% | 
                25% | 
                False | 
                False | 
                27,886 | 
                 
                
                | 80 | 
                115.52 | 
                93.40 | 
                22.12 | 
                22.0% | 
                2.74 | 
                2.7% | 
                32% | 
                False | 
                False | 
                25,757 | 
                 
                
                | 100 | 
                115.52 | 
                91.78 | 
                23.74 | 
                23.6% | 
                2.49 | 
                2.5% | 
                37% | 
                False | 
                False | 
                22,334 | 
                 
                
                | 120 | 
                115.52 | 
                86.20 | 
                29.32 | 
                29.2% | 
                2.26 | 
                2.2% | 
                49% | 
                False | 
                False | 
                19,344 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.96 | 
         
        
            | 
2.618             | 
            111.37 | 
         
        
            | 
1.618             | 
            107.33 | 
         
        
            | 
1.000             | 
            104.83 | 
         
        
            | 
0.618             | 
            103.29 | 
         
        
            | 
HIGH             | 
            100.79 | 
         
        
            | 
0.618             | 
            99.25 | 
         
        
            | 
0.500             | 
            98.77 | 
         
        
            | 
0.382             | 
            98.29 | 
         
        
            | 
LOW             | 
            96.75 | 
         
        
            | 
0.618             | 
            94.25 | 
         
        
            | 
1.000             | 
            92.71 | 
         
        
            | 
1.618             | 
            90.21 | 
         
        
            | 
2.618             | 
            86.17 | 
         
        
            | 
4.250             | 
            79.58 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.91 | 
                                100.07 | 
                             
                            
                                | PP | 
                                99.34 | 
                                99.65 | 
                             
                            
                                | S1 | 
                                98.77 | 
                                99.24 | 
                             
             
         |